Accession Number:

AD0605451

Title:

SUBOPTIMAL LINEAR FILTERING FOR CONTINUOUS DYNAMIC PROCESSES,

Descriptive Note:

Corporate Author:

AEROSPACE CORP EL SEGUNDO CALIF

Personal Author(s):

Report Date:

1964-07-15

Pagination or Media Count:

9.0

Abstract:

A theory of suboptimal linear filtering is developed for continuous dynamic processes. The method consists in partitioning the process state vector into two or more parts and designing separate filters for each part. A suboptimal estimate of the process state vector is then obtained by a suitable combination of the separate filter outputs. The central result of the study is the derivation of a linear, first-order matrix differential suboptimal estimate. This result provides a straightforward means of comparing suboptimal with optimal performance. An example for a second-order process is presented to illustrate the technique, and a comparison with optimal performance is given. Author

Subject Categories:

Distribution Statement:

APPROVED FOR PUBLIC RELEASE